fix(runtime): fail-closed CEX envelope size and slippage - #1160
fix(runtime): fail-closed CEX envelope size and slippage#1160proerror77 wants to merge 2 commits into
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| if self.lifecycle.max_order_notional.is_none() { | ||
| return Err(OrderIntentRejectReason::MissingMaxOrderNotional); | ||
| } |
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当 CEX envelope 提供 max_slippage_bps 和 max_order_notional、但遗漏 max_order_quantity 时，这个新 gate 仍会放行；validate_order_limits 对缺失的 quantity ceiling 也直接跳过。这样，直接到达 adapter 或丢失 engine 注入字段的 envelope 可以绕过 deployment 中 max_order_size 对应的数量限制，而本提交新增的 Bybit 成功用例正构造并接受了这种 envelope。这里也应对 max_order_quantity == None fail closed，确保最终 CEX 边界同时执行签名的 order-size 限制。
AGENTS.md reference: AGENTS.md:L26-L27
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Reject missing max_slippage_bps and max_order_notional on CEX pre-execution instead of treating None as allow. Reject cross_spread at require_supported_cex_execution. LiveSmall stays disabled. Co-authored-by: Wild Card <proerror77@users.noreply.github.com>
Require signed max_order_quantity at the CEX pre-execution boundary so a missing quantity ceiling is not treated as allow. LiveSmall stays disabled. Co-authored-by: Wild Card <proerror77@users.noreply.github.com>
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Change
CEX
validate_cex_pre_executionnow rejects missingmax_slippage_bps, missingmax_order_notional, and missingmax_order_quantityinstead of treatingNoneas allow.require_supported_cex_executionrejectscross_spread. LiveSmall stays disabled.Stacked on #1153 (
cursor/emergency-sticky-degrade-3a89). Addresses the Codex P2 that a missing quantity ceiling still skippedvalidate_order_limits.Issue relationship
None
Validation
cargo test -p hft-ports --locked cex_envelope_does_not_treat_missing_size_or_slippage_as_allowcargo test -p hft-live --locked cross_spread_cex_execution_is_not_admittedorder_envelope_preserves_the_venue_link_idnow carries a signed quantity ceilingRuntime impact and rollback
Fail-closed CEX Paper/Shadow admission for unbounded size/slippage/quantity and for
cross_spread. Rollback is revert of this PR. This does not enable LiveSmall. Automatic artifact publication may follow merge; that is not deployment authority.